Lightly flour a work surface. Roll out the puff pastry sheets into squares 12 inches by 12 inches; the pastry will become slightly thinner. Cover with plastic wrap and chill.
Heat the oven to 375 degrees F.
In a small mixing bowl, stir together the preserves, cornstarch, brown sugar, and lemon zest. Fold in the fresh blueberries and vanilla, and chill while you cut the dough. Using a sharp knife, cut each puff pastry sheet into 4 (6-inch) squares.
Lay a pastry square on a work surface and brush the edges with egg wash. In the center of the square, place 2 heaping tablespoons of blueberry filling. Brush the edges of the pastry square with egg wash and fold it in half to create a triangle. Carefully press the edges together to seal them well with fork tines. Transfer to the cookie sheet and keep refrigerated. Repeat with the remaining ingredients, placing the turnovers 1-inch apart. Brush the tops with the egg wash and sprinkle with granulated sugar. Bake until golden brown, 20 to 25 minutes.
Serve warm or let cool to room temperature. Serve within 1 day.